+24.3%
DECK vs QSR
+60.6%
-36.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.6% |
| 7D | +6.0% | +7.6% | -1.6% | +2.6% |
| 30D | +7.4% | +11.8% | -4.4% | +2.1% |
| 3M | -11.7% | +6.4% | -18.0% | -14.3% |
| 6M | -11.0% | -2.1% | -8.9% | -10.6% |
| YTD | -15.4% | +18.3% | -33.6% | -22.8% |
| 1Y | +7.2% | +21.4% | -14.2% | -3.7% |
| 3Y | -11.8% | +28.5% | -40.4% | -26.6% |
| 5Y | +24.3% | +57.5% | -33.2% | -19.4% |
| All | +24.3% | +60.6% | -36.3% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling